1. Overview
1.1. What is an optimization problem
Goal: Find the best solution to a problem out of a large set of possible solutions
Elements:
- objective: the goal, the value you want to optimize
We need to define a function to calculates the value
- constrains: the restrictions on the set of possible solution
2. Linear Optimization
Computing the best solution to a problem modeled as a set of linear relationships
These problems often arise in engineering disciplines